Grantham, Mayo, Van Otterloo & Co. LLC Q2 2016 Filing
Filed August 12, 2016
Portfolio Value
$24.4B
Holdings
560
Report Date
Q2 2016
Filing Type
13F-HR
All Holdings (560 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 101 | IBKRINTERACTIVE BROKERS GROUP IN | 1,597,544 | $56.6B | 232.04% | |
| 102 | OMCOMNICOM GROUP INC | 693,942 | $56.5B | 232.02% | |
| 103 | TALTAL ED GROUP | 858,760 | $53.3B | 218.67% | |
| 104 | NDAQNASDAQ INC | 791,899 | $51.2B | 210.12% | |
| 105 | —LINKEDIN CORP | 265,900 | $50.3B | 206.47% | |
| 106 | HELEHELEN OF TROY CORP LTD | 474,988 | $48.8B | 200.42% | |
| 107 | CHDCHURCH & DWIGHT INC | 466,971 | $48.0B | 197.14% | |
| 108 | UPSUNITED PARCEL SERVICE INC | 436,500 | $47.0B | 192.92% | |
| 109 | TROWPRICE T ROWE GROUP INC | 642,536 | $46.9B | 192.37% | |
| 110 | BABAALIBABA GROUP HLDG LTD | 585,107 | $46.5B | 190.93% | |
| 111 | ALLYALLY FINL INC | 2,632,900 | $44.9B | 184.40% | |
| 112 | BMOBANK MONTREAL QUE | 704,700 | $44.5B | 182.45% | |
| 113 | REEVEREST RE GROUP LTD | 237,954 | $43.5B | 178.34% | |
| 114 | UAUNDER ARMOUR INC | 1,183,944 | $43.1B | 176.82% | |
| 115 | LBTYBLIBERTY GLOBAL PLC | 1,482,282 | $43.1B | 176.74% | |
| 116 | AFLAFLAC INC | 592,151 | $42.7B | 175.32% | |
| 117 | GMGENERAL MTRS CO | 1,508,400 | $42.7B | 175.15% | |
| 118 | ALKALASKA AIR GROUP INC | 727,078 | $42.4B | 173.89% | |
| 119 | ATVIEURACTIVISION BLIZZARD INC | 1,061,773 | $42.1B | 172.65% | |
| 120 | GWWGRAINGER W W INC | 184,521 | $41.9B | 172.05% | |
| 121 | NPOENPRO INDS INC | 944,118 | $41.9B | 171.95% | |
| 122 | GPCGENUINE PARTS CO | 408,321 | $41.3B | 169.63% | |
| 123 | APHAMPHENOL CORP NEW | 699,402 | $40.1B | 164.52% | |
| 124 | AGOASSURED GUARANTY LTD | 1,552,721 | $39.4B | 161.63% | |
| 125 | VMWEURVMWARE INC | 688,000 | $39.4B | 161.52% | Put |
| 126 | JBLUJETBLUE AIRWAYS CORP | 2,252,446 | $37.3B | 153.05% | |
| 127 | WRUSDWESTAR ENERGY INC | 646,118 | $36.2B | 148.70% | |
| 128 | BUDANHEUSER BUSCH INBEV SA/NV | 273,917 | $36.1B | 147.99% | |
| 129 | —SYNGENTA AG | 467,100 | $35.9B | 147.17% | |
| 130 | GILDGILEAD SCIENCES INC | 423,100 | $35.3B | 144.81% | |
| 131 | MRO*MARATHON OIL CORP | 2,316,124 | $34.8B | 142.64% | |
| 132 | —INTERXION HOLDING N.V | 940,000 | $34.7B | 142.24% | |
| 133 | CTXSEURCITRIX SYS INC | 419,385 | $33.6B | 137.82% | |
| 134 | —REYNOLDS AMERICAN INC | 620,992 | $33.5B | 137.41% | |
| 135 | SUSUNCOR ENERGY INC NEW | 1,166,350 | $32.2B | 132.07% | |
| 136 | AGCOAGCO CORP | 682,844 | $32.2B | 132.04% | |
| 137 | CMCDN IMPERIAL BK COMM TORONTO | 427,700 | $32.0B | 131.12% | |
| 138 | PJTPJT PARTNERS INC | 1,354,136 | $31.1B | 127.79% | |
| 139 | HRLHORMEL FOODS CORP | 845,267 | $30.9B | 126.93% | |
| 140 | LBTYBLIBERTY GLOBAL PLC | 930,983 | $30.2B | 124.11% | |
| 141 | AEEAMEREN CORP | 562,665 | $30.1B | 123.70% | |
| 142 | TTMCHFTATA MTRS LTD | 854,544 | $29.6B | 121.56% | |
| 143 | TDTORONTO DOMINION BK ONT | 689,608 | $29.5B | 120.87% | |
| 144 | EXPDEXPEDITORS INTL WASH INC | 583,537 | $28.6B | 117.42% | |
| 145 | HEIHEICO CORP NEW | 510,000 | $27.4B | 112.27% | |
| 146 | CIGCOMPANHIA ENERGETICA DE MINA | 12,007,940 | $26.5B | 108.89% | |
| 147 | TLNTALEN ENERGY CORP | 1,901,415 | $25.8B | 105.71% | |
| 148 | PGRPROGRESSIVE CORP OHIO | 762,758 | $25.6B | 104.84% | |
| 149 | LNCLINCOLN NATL CORP IND | 642,381 | $24.9B | 102.18% | |
| 150 | OPLNKAR AUCTION SVCS INC | 591,317 | $24.7B | 101.27% | |
| 151 | WERNWERNER ENTERPRISES INC | 1,063,258 | $24.4B | 100.21% | |
| 152 | PEGPUBLIC SVC ENTERPRISE GROUP | 519,381 | $24.2B | 99.33% | |
| 153 | RYROYAL BK CDA MONTREAL QUE | 401,300 | $23.6B | 96.79% | |
| 154 | SWBISMITH & WESSON HLDG CORP | 865,363 | $23.5B | 96.51% | |
| 155 | LILALIBERTY GLOBAL PLC | 691,341 | $22.3B | 91.51% | |
| 156 | GDGENERAL DYNAMICS CORP | 159,500 | $22.2B | 91.12% | |
| 157 | CMCSACOMCAST CORP NEW | 340,575 | $22.2B | 91.09% | |
| 158 | FAFFIRST AMERN FINL CORP | 550,301 | $22.1B | 90.81% | |
| 159 | HIGHARTFORD FINL SVCS GROUP INC | 497,515 | $22.1B | 90.59% | |
| 160 | EFXEQUIFAX INC | 170,287 | $21.9B | 89.71% | |
| 161 | HASHASBRO INC | 260,208 | $21.9B | 89.67% | |
| 162 | AMZNAMAZON COM INC | 30,000 | $21.5B | 88.09% | |
| 163 | ODPEUROFFICE DEPOT INC | 6,421,744 | $21.3B | 87.21% | |
| 164 | ARRUSDARMOUR RESIDENTIAL REIT INC | 1,061,249 | $21.2B | 87.09% | |
| 165 | —CONVERGYS CORP | 830,749 | $20.8B | 85.21% | |
| 166 | EDCONSOLIDATED EDISON INC | 253,852 | $20.4B | 83.78% | |
| 167 | —CASH AMER INTL INC | 476,437 | $20.3B | 83.32% | |
| 168 | DTEDTE ENERGY CO | 204,834 | $20.3B | 83.30% | |
| 169 | DLXDELUXE CORP | 299,111 | $19.9B | 81.45% | |
| 170 | BAHBOOZ ALLEN HAMILTON HLDG COR | 666,107 | $19.7B | 81.01% | |
| 171 | TLVGRUPO TELEVISA SA | 734,000 | $19.1B | 78.42% | |
| 172 | —VIMPELCOM LTD | 4,885,400 | $19.0B | 77.77% | |
| 173 | FFIVF5 NETWORKS INC | 165,408 | $18.8B | 77.26% | |
| 174 | CHTCHUNGHWA TELECOM CO LTD | 513,162 | $18.6B | 76.43% | |
| 175 | WITWIPRO LTD | 1,504,824 | $18.6B | 76.32% | |
| 176 | —RITE AID CORP | 2,382,600 | $17.8B | 73.22% | |
| 177 | AZNASTRAZENECA PLC | 587,200 | $17.7B | 72.74% | |
| 178 | —COACH INC | 432,432 | $17.6B | 72.28% | |
| 179 | GILGILDAN ACTIVEWEAR INC | 598,334 | $17.4B | 71.53% | |
| 180 | —ESTERLINE TECHNOLOGIES CORP | 276,421 | $17.1B | 70.36% | |
| 181 | —PINNACLE ENTMT INC NEW | 1,538,976 | $17.1B | 69.96% | |
| 182 | —SCANA CORP NEW | 222,300 | $16.8B | 69.01% | |
| 183 | FDO.FMACYS INC | 493,970 | $16.6B | 68.12% | |
| 184 | JLLJONES LANG LASALLE INC | 170,343 | $16.6B | 68.11% | |
| 185 | —NORTHSTAR ASSET MGMT GROUP I | 1,600,100 | $16.3B | 67.03% | |
| 186 | SOHUNSOHU COM INC | 429,026 | $16.2B | 66.64% | |
| 187 | IDAIDACORP INC | 198,634 | $16.2B | 66.30% | |
| 188 | —TECH DATA CORP | 221,918 | $15.9B | 65.42% | |
| 189 | CHECHEMED CORP NEW | 114,877 | $15.7B | 64.25% | |
| 190 | THOTHOR INDS INC | 234,207 | $15.2B | 62.21% | |
| 191 | MUSAMURPHY USA INC | 203,344 | $15.1B | 61.87% | |
| 192 | CLSCA INC | 457,503 | $15.0B | 61.63% | |
| 193 | ATOATMOS ENERGY CORP | 184,248 | $15.0B | 61.48% | |
| 194 | JBLJABIL CIRCUIT INC | 807,641 | $14.9B | 61.20% | |
| 195 | IBNICICI BK LTD | 2,056,024 | $14.8B | 60.57% | |
| 196 | BRBROADRIDGE FINL SOLUTIONS IN | 224,306 | $14.6B | 60.01% | |
| 197 | KFYKORN FERRY INTL | 703,061 | $14.6B | 59.71% | |
| 198 | CRCCANADIAN NAT RES LTD | 468,800 | $14.5B | 59.30% | |
| 199 | TEVATEVA PHARMACEUTICAL INDS LTD | 287,300 | $14.4B | 59.21% | |
| 200 | —ENERSIS AMERICAS SA | 1,675,940 | $14.4B | 59.00% |